Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-21 0.499724 0.559553 0.627320 0.710549 0.811116 0.930174 1.084050
2025-09-28 0.419263 0.490863 0.577726 0.693090 0.845869 1.046856 1.341632
2025-10-05 0.388274 0.471589 0.578682 0.731068 0.950812 1.271660 1.810398
2025-10-12 0.373630 0.468820 0.597742 0.793498 1.100592 1.601029 2.582564
2025-10-19 0.340299 0.435843 0.569646 0.781723 1.134299 1.756658 3.136721
2025-10-26 0.317048 0.413631 0.553075 0.783136 1.187649 1.961781 3.923970
2025-11-02 0.290917 0.384386 0.522218 0.756168 1.184647 2.056459 4.520211
2025-11-09 0.264562 0.352468 0.483907 0.711265 1.139361 2.048534 4.832896
2025-11-16 0.249417 0.335986 0.467864 0.701936 1.159959 2.194192 5.772143
2025-11-23 0.244906 0.335091 0.476174 0.736106 1.274699 2.612607 8.314499
2025-11-30 0.234221 0.323715 0.466160 0.735184 1.314822 2.856288 10.612567
2025-12-07 0.222435 0.309762 0.450585 0.721638 1.323737 3.015694 12.877003
2025-12-14 0.212055 0.298018 0.438862 0.716351 1.356783 3.290189 17.215847
2025-12-21 0.200742 0.284051 0.422181 0.699189 1.357734 3.463637 21.821715
2025-12-28 0.198789 0.285242 0.432151 0.737906 1.512618 4.335595 46.136530
2026-01-04 0.199945 0.291639 0.452059 0.801333 1.760611 5.947192 202.909259
2026-01-11 0.191365 0.280820 0.439031 0.789437 1.782703 6.460006 517.297251
2026-01-18 0.185082 0.273587 0.432189 0.790893 1.848578 7.351816 6713.504682
2026-01-25 0.176010 0.260982 0.414106 0.763543 1.811769 7.518653 NaN
2026-02-01 0.165502 0.245405 0.389397 0.718006 1.703826 7.072001 NaN
2026-02-08 0.159672 0.237852 0.379920 0.708549 1.720573 7.638919 NaN
2026-02-15 0.158897 0.239211 0.387995 0.743200 1.907901 10.093292 NaN
2026-02-22 0.154530 0.233864 0.382258 0.742265 1.962041 11.475708 NaN